A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes (Q3580726)
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English | A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes |
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A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes (English)
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13 August 2010
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generalized spectral density
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Monte Carlo simulation
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nonstationary Gaussian processes
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spectral representation
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